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Moon · 2018年11月05日

问一道题：NO.PZ2016082402000032

  1. FRM I
  2. Financial Markets And Products

问题如下图：

    

选项：

A.

B.

C.

D.

解释：


bu'd不懂 画图的话为什么不是A？

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已采纳答案

orange品职答疑助手 · 2018年11月05日

同学你好，本题是long S, long put, sell call。对应的是collar。collar和bear spread的组成请见图片：


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